On Linear Convergence of Policy Gradient Methods for Finite MDPs
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Abstract (arXiv)
We revisit the finite time analysis of policy gradient methods in the one of the simplest settings: finite state and action MDPs with a policy class consisting of all stochastic policies and with exact gradient evaluations. There has been some recent work viewing this setting as an instance of smooth non-linear optimization problems and showing sub-linear convergence rates with small step-sizes. Here, we take a different perspective based on connections with policy iteration and show that many variants of policy gradient methods succeed with large step-sizes and attain a linear rate of convergence.
Key facts. Cited by 51 papers in the map (data through 7 Oct 2026). First posted on arXiv 21 Jul 2020.
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Citing papers per year: 2021: 2; 2022: 11; 2023: 18; 2024: 13; 2025: 5; 2026: 2.
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- 2022On the Convergence Rates of Policy Gradient Methodscited by 115
- 2022Policy Gradient Method For Robust Reinforcement Learningcited by 67
- 2023Stochastic Policy Gradient Methods: Improved Sample Complexity for Fisher-non-degenerate Policiescited by 53
- 2022Linear Convergence of Natural Policy Gradient Methods with Log-Linear Policiescited by 44
- 2023PARL: A Unified Framework for Policy Alignment in Reinforcement Learning from Human Feedbackcited by 38
- 2022Policy Gradient in Robust MDPs with Global Convergence Guaranteecited by 35
- 2023A Novel Framework for Policy Mirror Descent with General Parameterization and Linear Convergencecited by 29
- 2023Last-Iterate Convergent Policy Gradient Primal-Dual Methods for Constrained MDPscited by 27
- 2022Convergence and sample complexity of natural policy gradient primal-dual methods for constrained MDPscited by 26
- 2023Improved Sample Complexity Analysis of Natural Policy Gradient Algorithm with General Parameterization for Infinite Horizon Discounted Reward Markov Decision Processescited by 24
- 2024Stochastic Control for Fine-tuning Diffusion Models: Optimality, Regularity, and Convergencecited by 18
- 2022Linear Convergence for Natural Policy Gradient with Log-linear Policy Parametrizationcited by 17
38 more
- 2023Optimal Convergence Rate for Exact Policy Mirror Descent in Discounted Markov Decision Processescited by 17
- 2022PAGE-PG: A Simple and Loopless Variance-Reduced Policy Gradient Method with Probabilistic Gradient Estimationcited by 15
- 2021Adaptive Discretization in Online Reinforcement Learningcited by 12
- 2022Geometry and convergence of natural policy gradient methodscited by 12
- 2024Sample-Efficient Constrained Reinforcement Learning with General Parameterizationcited by 11
- 2023Efficient Exploration via Epistemic-Risk-Seeking Policy Optimizationcited by 10
- 2023Beyond Stationarity: Convergence Analysis of Stochastic Softmax Policy Gradient Methodscited by 9
- 2022Global Convergence of Two-timescale Actor-Critic for Solving Linear Quadratic Regulatorcited by 8
- 2022On the convex formulations of robust Markov decision processescited by 8
- 2023Provably Convergent Policy Optimization via Metric-aware Trust Region Methodscited by 6
- 2024Policy Mirror Descent with Lookaheadcited by 6
- 2024On the Global Optimality of Policy Gradient Methods in General Utility Reinforcement Learningcited by 6
- 2021Dr Jekyll and Mr Hyde: the Strange Case of Off-Policy Policy Updatescited by 5
- 2023On the Second-Order Convergence of Biased Policy Gradient Algorithmscited by 5
- 2024Fisher-Rao Gradient Flows of Linear Programs and State-Action Natural Policy Gradientscited by 5
- 2023Policy Gradient Converges to the Globally Optimal Policy for Nearly Linear-Quadratic Regulatorscited by 4
- 2024The Definitive Guide to Policy Gradients in Deep Reinforcement Learning: Theory, Algorithms and Implementationscited by 4
- 2024RL-STaR: Theoretical Analysis of Reinforcement Learning Frameworks for Self-Taught Reasonercited by 4
- 2023Connected Superlevel Set in (Deep) Reinforcement Learning and its Application to Minimax Theoremscited by 3
- 2023Achieving the Asymptotically Optimal Sample Complexity of Offline Reinforcement Learning: A DRO-Based Approachcited by 3
- 2024Functional Acceleration for Policy Mirror Descentcited by 3
- 2025On the Convergence of Policy Mirror Descent with Temporal Difference Evaluationcited by 3
- 2022Understanding Curriculum Learning in Policy Optimization for Online Combinatorial Optimizationcited by 2
- 2023Matryoshka Policy Gradient for Entropy-Regularized RL: Convergence and Global Optimalitycited by 2
- 2023On the Linear Convergence of Policy Gradient under Hadamard Parameterizationcited by 2
- 2024Mollification Effects of Policy Gradient Methodscited by 2
- 2024Solving Multi-Model MDPs by Coordinate Ascent and Dynamic Programmingcited by 2
- 2024Fast Convergence of Softmax Policy Mirror Ascentcited by 2
- 2025Convergence of Policy Mirror Descent Beyond Compatible Function Approximationcited by 2
- 2025Statistical and Algorithmic Foundations of Reinforcement Learningcited by 2
- 2025Policy Mirror Descent with Temporal Difference Learning: Sample Complexity under Online Markov Datacited by 2
- 2023Resilient Constrained Reinforcement Learningcited by 1
- 2024Dual Approximation Policy Optimizationcited by 1
- 2026Robust Data-Collection Policy Learning for Low-Variance Online Policy Evaluationcited by 1
- 2023Acceleration in Policy Optimizationcited by 0
- 2023Global Convergence of Policy Gradient Methods in Reinforcement Learning, Games and Controlcited by 0
- 2024Last-Iterate Convergence of General Parameterized Policies in Constrained MDPscited by 0
- 2025Imitate Optimal Policy: Prevail and Induce Action Collapse in Policy Gradientcited by 0
50 most cited of 51 All 51 (JSON)
- 2026Robust Data-Collection Policy Learning for Low-Variance Online Policy Evaluation25 Aug 2026
- 2026Natural Policy Gradient as Doubly Smoothed Policy Iteration: A Bellman-Operator Framework11 May 2026
- 2025Policy Mirror Descent with Temporal Difference Learning: Sample Complexity under Online Markov Data30 Dec 2025
- 2025On the Convergence of Policy Mirror Descent with Temporal Difference Evaluation23 Sep 2025
- 2025Imitate Optimal Policy: Prevail and Induce Action Collapse in Policy Gradient2 Sep 2025
- 2025Statistical and Algorithmic Foundations of Reinforcement Learning19 Jul 2025
- 2025Convergence of Policy Mirror Descent Beyond Compatible Function Approximation16 Feb 2025
- 2024Stochastic Control for Fine-tuning Diffusion Models: Optimality, Regularity, and Convergence24 Dec 2024
- 2024Fast Convergence of Softmax Policy Mirror Ascent18 Nov 2024
- 2024RL-STaR: Theoretical Analysis of Reinforcement Learning Frameworks for Self-Taught Reasoner31 Oct 2024
- 2024On the Global Optimality of Policy Gradient Methods in General Utility Reinforcement Learning5 Oct 2024
- 2024Dual Approximation Policy Optimization2 Oct 2024
38 more
- 2024Last-Iterate Convergence of General Parameterized Policies in Constrained MDPs21 Aug 2024
- 2024Functional Acceleration for Policy Mirror Descent23 Jul 2024
- 2024Solving Multi-Model MDPs by Coordinate Ascent and Dynamic Programming8 Jul 2024
- 2024Mollification Effects of Policy Gradient Methods28 May 2024
- 2024Sample-Efficient Constrained Reinforcement Learning with General Parameterization17 May 2024
- 2024Fisher-Rao Gradient Flows of Linear Programs and State-Action Natural Policy Gradients28 Mar 2024
- 2024Policy Mirror Descent with Lookahead21 Mar 2024
- 2024The Definitive Guide to Policy Gradients in Deep Reinforcement Learning: Theory, Algorithms and Implementations24 Jan 2024
- 2023Resilient Constrained Reinforcement Learning28 Dec 2023
- 2023On the Second-Order Convergence of Biased Policy Gradient Algorithms5 Nov 2023
- 2023Improved Sample Complexity Analysis of Natural Policy Gradient Algorithm with General Parameterization for Infinite Horizon Discounted Reward Markov Decision Processes18 Oct 2023
- 2023Global Convergence of Policy Gradient Methods in Reinforcement Learning, Games and Control8 Oct 2023
- 2023Beyond Stationarity: Convergence Analysis of Stochastic Softmax Policy Gradient Methods4 Oct 2023
- 2023PARL: A Unified Framework for Policy Alignment in Reinforcement Learning from Human Feedback3 Aug 2023
- 2023Provably Convergent Policy Optimization via Metric-aware Trust Region Methods25 Jun 2023
- 2023Last-Iterate Convergent Policy Gradient Primal-Dual Methods for Constrained MDPs20 Jun 2023
- 2023Acceleration in Policy Optimization18 Jun 2023
- 2023On the Linear Convergence of Policy Gradient under Hadamard Parameterization31 May 2023
- 2023Achieving the Asymptotically Optimal Sample Complexity of Offline Reinforcement Learning: A DRO-Based Approach22 May 2023
- 2023Connected Superlevel Set in (Deep) Reinforcement Learning and its Application to Minimax Theorems23 Mar 2023
- 2023Matryoshka Policy Gradient for Entropy-Regularized RL: Convergence and Global Optimality22 Mar 2023
- 2023Policy Gradient Converges to the Globally Optimal Policy for Nearly Linear-Quadratic Regulators15 Mar 2023
- 2023Optimal Convergence Rate for Exact Policy Mirror Descent in Discounted Markov Decision Processes22 Feb 2023
- 2023Efficient Exploration via Epistemic-Risk-Seeking Policy Optimization18 Feb 2023
- 2023Stochastic Policy Gradient Methods: Improved Sample Complexity for Fisher-non-degenerate Policies3 Feb 2023
- 2023A Novel Framework for Policy Mirror Descent with General Parameterization and Linear Convergence30 Jan 2023
- 2022Policy Gradient in Robust MDPs with Global Convergence Guarantee20 Dec 2022
- 2022Geometry and convergence of natural policy gradient methods3 Nov 2022
- 2022Linear Convergence of Natural Policy Gradient Methods with Log-Linear Policies4 Oct 2022
- 2022Linear Convergence for Natural Policy Gradient with Log-linear Policy Parametrization30 Sep 2022
- 2022On the convex formulations of robust Markov decision processes21 Sep 2022
- 2022Global Convergence of Two-timescale Actor-Critic for Solving Linear Quadratic Regulator18 Aug 2022
- 2022Convergence and sample complexity of natural policy gradient primal-dual methods for constrained MDPs6 Jun 2022
- 2022Policy Gradient Method For Robust Reinforcement Learning15 May 2022
- 2022Understanding Curriculum Learning in Policy Optimization for Online Combinatorial Optimization11 Feb 2022
- 2022PAGE-PG: A Simple and Loopless Variance-Reduced Policy Gradient Method with Probabilistic Gradient Estimation1 Feb 2022
- 2022On the Convergence Rates of Policy Gradient Methods19 Jan 2022
- 2021Adaptive Discretization in Online Reinforcement Learning29 Oct 2021
50 newest of 51 All 51 (JSON)
- 2022On the Convergence Rates of Policy Gradient Methodscited by 115
- 2022Policy Gradient Method For Robust Reinforcement Learningcited by 67
- 2023Stochastic Policy Gradient Methods: Improved Sample Complexity for Fisher-non-degenerate Policiescited by 53
- 2022Linear Convergence of Natural Policy Gradient Methods with Log-Linear Policiescited by 44
- 2022Policy Gradient in Robust MDPs with Global Convergence Guaranteecited by 35
- 2023A Novel Framework for Policy Mirror Descent with General Parameterization and Linear Convergencecited by 29
- 2023Last-Iterate Convergent Policy Gradient Primal-Dual Methods for Constrained MDPscited by 27
- 2022Convergence and sample complexity of natural policy gradient primal-dual methods for constrained MDPscited by 26
- 2023Improved Sample Complexity Analysis of Natural Policy Gradient Algorithm with General Parameterization for Infinite Horizon Discounted Reward Markov Decision Processescited by 24
- 2022Linear Convergence for Natural Policy Gradient with Log-linear Policy Parametrizationcited by 17
- 2023Optimal Convergence Rate for Exact Policy Mirror Descent in Discounted Markov Decision Processescited by 17
- 2022PAGE-PG: A Simple and Loopless Variance-Reduced Policy Gradient Method with Probabilistic Gradient Estimationcited by 15
12 most cited of 46 All 46 (JSON)
- 2026Robust Data-Collection Policy Learning for Low-Variance Online Policy Evaluation25 Aug 2026
- 2026Natural Policy Gradient as Doubly Smoothed Policy Iteration: A Bellman-Operator Framework11 May 2026
- 2025Policy Mirror Descent with Temporal Difference Learning: Sample Complexity under Online Markov Data30 Dec 2025
- 2025On the Convergence of Policy Mirror Descent with Temporal Difference Evaluation23 Sep 2025
- 2025Imitate Optimal Policy: Prevail and Induce Action Collapse in Policy Gradient2 Sep 2025
- 2025Statistical and Algorithmic Foundations of Reinforcement Learning19 Jul 2025
- 2025Convergence of Policy Mirror Descent Beyond Compatible Function Approximation16 Feb 2025
- 2024Fast Convergence of Softmax Policy Mirror Ascent18 Nov 2024
- 2024Dual Approximation Policy Optimization2 Oct 2024
- 2024Last-Iterate Convergence of General Parameterized Policies in Constrained MDPs21 Aug 2024
- 2024Functional Acceleration for Policy Mirror Descent23 Jul 2024
- 2024Solving Multi-Model MDPs by Coordinate Ascent and Dynamic Programming8 Jul 2024
12 newest of 46 All 46 (JSON)